Files
foxhunt/config/Cargo.toml
jgrusewski 86f7f1fa76 fix: comprehensive audit — real brokers, deployment fixes, production safety
Codebase audit identified 23 findings across 4 dimensions (production safety,
code health, deployment readiness, test quality). This commit fixes all of them.

Broker execution layer (was entirely stubbed):
- Real IBKR TWS client via ibapi crate (950+ lines, feature-gated)
- ICMarkets ctrader-openapi now always-on (removed feature flag)
- Real broker routing with health monitoring and exponential backoff reconnect
- Validated against live IB Gateway Docker (6/6 connectivity tests pass)

Deployment blockers:
- Fixed 6 broken Dockerfiles (removed COPY foxhunt-deploy)
- Created foxhunt K8s namespace, secret templates, migration job
- Added liveness probes to all 7 K8s services
- IB Gateway manifest (ghcr.io/gnzsnz/ib-gateway:stable)
- IBKR credentials in Scaleway Secret Manager via Terragrunt
- Fixed port collisions and mismatches across services

Production safety (9 critical + 6 high/medium fixes):
- Asset-class-specific VaR volatility (not flat 2%)
- Real parametric VaR with z-score 95th percentile
- Kyle's lambda regression (100-bar rolling window)
- Per-feature running statistics from historical data
- VWAP-based slippage reference, regime duration tracking
- Real Databento JSON parsing for OHLCV/Trade/Quote

Code health:
- Removed #![allow(dead_code)] from ml, data, config
- Fixed log:: → tracing:: in 4 production files
- Removed dead workspace deps (ratatui, crossterm)

Verified: cargo check --workspace (0 errors), trading_engine 330 tests pass.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-25 00:32:10 +01:00

50 lines
1.0 KiB
TOML

[package]
name = "config"
version.workspace = true
edition.workspace = true
rust-version.workspace = true
authors.workspace = true
license.workspace = true
description = "Configuration management for Foxhunt HFT trading system"
[dependencies]
# Core dependencies
serde.workspace = true
serde_json.workspace = true
serde_yaml.workspace = true
toml.workspace = true
anyhow.workspace = true
thiserror.workspace = true
tracing.workspace = true
# Async runtime
tokio.workspace = true
async-trait.workspace = true
# Database
sqlx.workspace = true
# Vault integration
vaultrs.workspace = true
# Secure secret handling
secrecy.workspace = true
zeroize.workspace = true
# Internal dependencies
# common dependency removed to avoid circular dependency
# Other utilities
chrono.workspace = true
uuid.workspace = true
rust_decimal.workspace = true
regex.workspace = true
num_cpus.workspace = true
[dev-dependencies]
serial_test = "3.2"
[features]
default = []
postgres = ["sqlx/postgres"]
test-utils = [] # Test utilities for integration tests